Essays about: "Quantitative Risk Analysis"

Showing result 16 - 20 of 347 essays containing the words Quantitative Risk Analysis.

  1. 16. Second hand + Online + Gen Z = TRUE : A quantitative study on the motivations behind second-hand shopping for clothes online

    University essay from Umeå universitet/Företagsekonomi

    Author : Amanda Häggmark; Fanny Olofsson; [2023]
    Keywords : Online shopping second-hand; Generation Z; Impulse Buying Tendency; Perceived Risk; Shopping Motives;

    Abstract : The environmental issues in the world are critical and sustainability becomes more important. There is a certain lack in the textile industry, where the production of clothes is responsible for water pollution, landfill waste and greenhouse gas emission. READ MORE

  3. 17. The Impact Of Mandatory Non-Financial Disclosure On The Profitability of Listed Financial Institutions.

    University essay from Högskolan i Gävle/Avdelningen för ekonomi

    Author : Melvin Bernard Kolleh; Michael Kusi Ofori; Stephen Addo; [2023]
    Keywords : ;

    Abstract : Title: The impact of Mandatory Non-financial Disclosure on the profitability of listed financial institutions. A quantitative study on Financial Institutions in the European Union.  Level: Master’s program in Business Administration, Accounting.  Authors: M. READ MORE

  4. 18. The Impact of Risk Premium Factors on Cap Rates in Sweden’s Office Market

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Elias Adolfsson; Jesper Jansson; [2023]
    Keywords : Cap rate; yield; risk premium; commercial real estate; office; regression analysis; macroeconomics; Cap rate; yield; riskpremie; kommersiella fastigheter; kontor; regressionsanalys; makroekonomi;

    Abstract : This study examines the impact of risk premium factors on cap rates within Sweden's largest office markets. The research questions address the significance of various micro- and macroeconomic variables on cap rates, as well as the extent of this impact and how it varies across different locations. READ MORE

  5. 19. Quantitative Investment Strategies on the Swedish Stock Market

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Jonatan Knutsson; Gabija Telešova; [2023]
    Keywords : Quantitative investment strategies; Quantitative trading strategies; Dividend yield strategy; EV EBITDA strategy; Momentum strategy; Equal-weighted portfolios; Value-weighted portfolios; Swedish stock market.;

    Abstract : This thesis explores the implementation of three quantitative investment strategies – the dividend yield strategy, the EV/EBITDA strategy, and the momentum strategy – within the Swedish stock market using Equal-Weighted Portfolios (EWP) and Value-Weighted Portfolios(VWP). The analysis is based on backtesting during the periods 2009 − 2022, 2001 − 2022, and 1992 − 2022, for each strategy respectively. READ MORE

  6. 20. Portfolio Risk Modelling in Venture Debt

    University essay from KTH/Matematisk statistik

    Author : John Eriksson; Jacob Holmberg; [2023]
    Keywords : Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

    Abstract : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. READ MORE